An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange
No abstract is available for this item.
|Date of creation:||01 Jul 2002|
|Contact details of provider:|| Web page: http://www.cepremap.cnrs.fr/sce2002.html/|
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Franklin Allen & Risto Karjalainen, . "Using Genetic Algorithms to Find Technical Trading Rules (Revised: 20-95)," Rodney L. White Center for Financial Research Working Papers 20-93, Wharton School Rodney L. White Center for Financial Research.
When requesting a correction, please mention this item's handle: RePEc:sce:scecf2:29. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)
If references are entirely missing, you can add them using this form.